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François Delarue
François Delarue
Université Côte d'Azur
E-mail confirmado em unice.fr - Página inicial
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Ano
Probabilistic theory of mean field games with applications I-II
R Carmona, F Delarue
Springer Nature, 2018
12882018
The master equation and the convergence problem in mean field games
P Cardaliaguet, F Delarue, JM Lasry, PL Lions
Princeton University Press, 2019
6902019
Probabilistic analysis of mean-field games
R Carmona, F Delarue
SIAM Journal on Control and Optimization 51 (4), 2705-2734, 2013
5602013
Probabilistic theory of mean field games with applications. I, volume 83 of Probability Theory and Stochastic Modelling
R Carmona, F Delarue
Springer, Cham, 2018
3872018
Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics
R Carmona, F Delarue
3702015
Control of McKean–Vlasov dynamics versus mean field games
R Carmona, F Delarue, A Lachapelle
Mathematics and Financial Economics 7, 131-166, 2013
3602013
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
F Delarue
Stochastic processes and their applications 99 (2), 209-286, 2002
3362002
Mean field games with common noise
R Carmona, F Delarue, D Lacker
3312016
A forward–backward stochastic algorithm for quasi-linear PDEs
F Delarue, S Menozzi
2202006
The master equation for large population equilibriums
R Carmona, F Delarue
Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 77-128, 2014
1702014
Global solvability of a networked integrate-and-fire model of McKean–Vlasov type
F Delarue, J Inglis, S Rubenthaler, E Tanré
1692015
Mean field forward-backward stochastic differential equations
R Carmona, F Delarue
1692013
Density estimates for a random noise propagating through a chain of differential equations
F Delarue, S Menozzi
Journal of functional analysis 259 (6), 1577-1630, 2010
1572010
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
F Delarue, J Inglis, S Rubenthaler, E Tanré
Stochastic Processes and their Applications 125 (6), 2451-2492, 2015
1372015
A probabilistic approach to classical solutions of the master equation for large population equilibria
JF Chassagneux, D Crisan, F Delarue
arXiv preprint arXiv:1411.3009, 2014
1332014
Mean field games and applications: Numerical aspects
Y Achdou, P Cardaliaguet, F Delarue, A Porretta, F Santambrogio, ...
Mean Field Games: Cetraro, Italy 2019, 249-307, 2020
1162020
From the master equation to mean field game limit theory: a central limit theorem
F Delarue, D Lacker, K Ramanan
1112019
Mean field games of timing and models for bank runs
R Carmona, F Delarue, D Lacker
Applied Mathematics & Optimization 76, 217-260, 2017
1002017
From the master equation to mean field game limit theory
F Delarue, D Lacker, K Ramanan
The Annals of Probability 48 (1), 211-263, 2020
972020
Selection of equilibria in a linear quadratic mean-field game
F Delarue, RF Tchuendom
Stochastic Processes and their Applications 130 (2), 1000-1040, 2020
862020
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